Faithin Omaha eBook Collection

This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic ex

A comprehensive monograph presenting a unified systematic exposition of the large deviations theory for heavy-tailed random walks.

A systematic modern treatise on large deviation theory for random walks with light tails, from one of its key creators.

The classical theory of random walks describes the asymptotic behavior of sums of independent identically distributed random real variables. This book explains

The basic theory presented in a way which emphasizes intuition, problem-solving and the connections with other fields.